+1,191.2%
PLD vs FTI
+1,702.1%
-510.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -2.2% |
| 7D | -0.8% | -7.6% | +6.8% | +1.5% |
| 30D | -0.3% | -7.1% | +6.9% | +1.6% |
| 3M | -8.0% | -8.7% | +0.7% | -6.1% |
| 6M | -9.8% | -14.0% | +4.2% | -6.8% |
| YTD | +1.8% | +42.8% | -41.1% | -10.3% |
| 1Y | +5.6% | +50.4% | -44.8% | -8.5% |
| 3Y | +33.3% | +194.1% | -160.9% | -9.3% |
| 5Y | +0.3% | +775.2% | -774.9% | -55.2% |
| 10Y | +241.6% | +189.2% | +52.4% | +77.5% |
| All | +1,191.2% | +1,702.1% | -510.9% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling